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The long signal for $ROST was for the open of Tuesday, November 14, 2017. The profit target was hit yesterday. Below is the output of the DLPAL DQ scanner for all stocks in $QQQ ETF as of the close of Monday, ...

In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities. DLPAL S identifies parameter-less strategies in historical price data ...

This is an example of discretionary quantitative long/short trading of Dow 30 stocks in daily timeframe with DLPAL DQ price action anomaly scanner. DLPAL DQ is an end-of-day (EOD) scanner of price action anomalies, also known as parameter-less price patterns. The ...

Hedge funds and CTAs have struggled in recent years due to rapid decline in the supply of dumb money. When the current transition period ends and new strategies are fully deployed, only those who are prepared for the coming war ...

This article shows how to develop and execute a long/short equity strategy for Dow 30 stocks in the weekly timeframe with DLPAL LS software. Long/short equity strategies take both long and short positions so that a net profit is realized while ...

We apply the PSI5 mean-reversion algo to Dow 30 stocks in the weekly timeframe. Since 2000 the strategy has outperformed S&P 500 total return on both absolute and risk-adjusted basis with and without a stop-loss. Weekly mean-reversion signals for Dow 30 ...

We are pleased to announce DLPAl DQ, a quantitative scanner for stock, futures and forex traders operating in discretionary or quasi-systematic mode. Deep Learning Price Action Lab for Discretionary Quants (DLPAL DQ) is the latest addition to our products after retiring ...

Yesterday was a good day for automated equity programs that execute trades at the open of the day since the S&P 500 ended flat after opening down about 1%. Below are the performance results of two long/short equity strategies that ...

A few charts and lessons from the most dramatic crash in the history of the stock market, actually a 25-sigma event as shown below. Revised on October 16, 2022. I was starting graduate school at Columbia University when the stock market ...

We evaluate the performance of two new clusters implemented in DLPAL LS for feature generation. We find that the new clusters can lead to increased performance. Especially one of these new clusters appears quite promising. DLPAL LS is a software program ...